Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230957.3016 | 8087.0933 | 222870.2083 | 130380.7011 | -73756.7825 | 204137.4836 |
Total P&L (%) | 230.9573 | 8.0871 | 222.8702 | 130.3807 | -73.7568 | 204.1375 |
Avg Daily Profit (%) | 0.2215 | 0.0078 | 0.2138 | 0.0801 | -0.1282 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150449 | -152058 | -65111 | -347450 | -255575 | -230848 |
Profit Factor | 1.4447 | 1.023 | 2.3285 | 1.1111 | 0.894 | 1.4273 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 79.7468 | 74.6835 | 84.8101 | 79.7468 | 74.6835 | 84.8101 |
Ratio Avg Win / Avg Loss | 0.3669 | 0.3468 | 0.417 | 0.2822 | 0.3031 | 0.2556 |
Largest Winning Trade | 28816 | 28816 | 21857 | 48074 | 45308 | 48074 |
Largest Losing Trade | -65111 | -47034 | -65111 | -230848 | -106650 | -230848 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 10 | 6 | 13 | 10 | 6 | 13 |
Avg Bars in Losers | 51 | 56 | 43 | 51 | 56 | 43 |
Bars Traded | 2942 | 1523 | 1419 | 2942 | 1523 | 1419 |
Profit Streak | 50.4971 | 50.4971 | 145.1638 | 50.4971 | 50.4971 | 145.1638 |
Trades During Streak | 21 | 10 | 16 | 21 | 10 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511177 | -566661 | -10949 | -178955 | -602301 | -71641 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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